Published daily report data
SOL options metrics: 2026-09-03
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 51.89% | -1.67 | 3.49% | 3.76 | 3.83% | 0.38 |
| 2W | 52.50% | -1.03 | 3.97% | 3.88 | 3.77% | 0.14 |
| 1M | 52.71% | -0.86 | 3.81% | 2.98 | 4.21% | 0.08 |
| 3M | 52.91% | -0.49 | 5.10% | 2.97 | 4.94% | 0.07 |
| 6M | 52.86% | -0.49 | 5.45% | 3.01 | 5.29% | 0.23 |
| 9M | 52.84% | -0.50 | 5.57% | 3.03 | 5.41% | 0.29 |
| 1Y | 52.83% | -0.50 | 5.63% | 3.03 | 5.47% | 0.31 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV61.15%
- 7d RV61.78%
- 30d RV64.30%
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical SOL index databases
- Source report: SOL
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.